+98.5%
FLEX vs SWKS
+4.6%
+93.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.8% |
| 7D | -0.9% | +12.5% | -13.4% | -3.3% |
| 30D | -10.1% | +10.5% | -20.6% | -12.1% |
| 3M | -31.3% | -7.4% | -24.0% | -32.1% |
| 6M | +71.3% | +32.7% | +38.6% | +54.8% |
| YTD | +81.2% | +19.2% | +62.1% | +70.0% |
| 1Y | +98.5% | +2.4% | +96.1% | +96.7% |
| All | +98.5% | +4.6% | +93.9% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling